+687.8%
FLEX vs GTLB
-50.8%
+738.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | +6.4% | -6.6% | +12.9% | +7.3% |
| 30D | -5.9% | +13.7% | -19.6% | -8.0% |
| 3M | -23.5% | +52.9% | -76.4% | -28.8% |
| 6M | +83.7% | +88.5% | -4.8% | +63.1% |
| YTD | +86.5% | +23.4% | +63.0% | +76.8% |
| 1Y | +100.5% | -3.8% | +104.3% | +97.6% |
| 3Y | +469.8% | -11.5% | +481.3% | +452.5% |
| All | +687.8% | -50.8% | +738.7% | +640.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling